+626.7%
RVMD vs CRL
+69.6%
+557.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.3% |
| 7D | +1.0% | -1.0% | +2.1% | +1.4% |
| 30D | +6.4% | +10.7% | -4.2% | +1.6% |
| 3M | +34.9% | +55.3% | -20.4% | +10.1% |
| 6M | +107.6% | +60.7% | +46.9% | +64.7% |
| YTD | +163.7% | +44.6% | +119.1% | +117.1% |
| 1Y | +439.2% | +77.7% | +361.5% | +299.2% |
| 3Y | +499.2% | +37.6% | +461.6% | +369.7% |
| 5Y | +621.7% | -35.8% | +657.5% | +717.3% |
| All | +626.7% | +69.6% | +557.1% | +337.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling